+22.0%
USB vs TROW
-38.9%
+60.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | +4.3% | -4.3% | -2.3% |
| 30D | +5.8% | +4.2% | +1.7% | +3.4% |
| 3M | -6.0% | -3.4% | -2.6% | -4.4% |
| 6M | +7.8% | +4.7% | +3.1% | +4.4% |
| YTD | +14.6% | +10.1% | +4.5% | +7.4% |
| 1Y | +31.8% | +11.7% | +20.1% | +22.4% |
| 3Y | +91.5% | +32.5% | +59.0% | +62.6% |
| All | +22.0% | -38.9% | +60.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling